Monthly Archives: April 2014

Mapping the March 2014 California Earthquake with ggmap

April 1, 2014
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Mapping the March 2014 California Earthquake with ggmap

I had no intention to blog this, but @jayjacobs convinced me otherwise. I was curious about the recent (end of March, 2014) California earthquake “storm” and did a quick plot for “fun” and personal use using ggmap/ggplot. I used data from the Southern California Earthquake Center (that I cleaned up a bit and that you

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You don’t need to understand pointers to program using R

April 1, 2014
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You don’t need to understand pointers to program using R

R is a statistical analysis package based on writing short scripts or programs (versus being based on GUIs like spreadsheets or directed workflow editors). I say “writing short scripts” because R’s programming language (itself called S) is a bit of an oddity that you really wouldn’t be using except it gives you access to superior Related posts:

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A look at R vectorization through the Collatz Conjecture

April 1, 2014
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A look at R vectorization through the Collatz Conjecture

by Seth Mottaghinejad, Analytic Consultant for Revolution Analytics You may have heard before that R is a vectorized language, but what do we mean by that? One way to read that is to say that many functions in R can operate efficiently on vectors (in addition to singletons). Here are some examples: > log(1) # input and output are...

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Do Not Play With Mr. Penney

April 1, 2014
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Do Not Play With Mr. Penney

Facts do not speak (Henry Poincare) Mr. Penney is my best friend. He is maths teacher and loves playing. Yesterday we were in his office at the university when he suggested me a game: When you toss a coin three times, you can obtain eight different sequences of tails and heads: TTT, TTH, THT, HTT, THH,

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IV Estimates via GMM with Clustering in R

April 1, 2014
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IV Estimates via GMM with Clustering in R

In econometrics, generalized method of moments (GMM) is one estimation methodology that can be used to calculate instrumental variable (IV) estimates. Performing this calculation in R, for a linear IV model, is trivial. One simply uses the gmm() function in the excellent gmm package like an lm() or ivreg() function. The gmm() function will estimate

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From Random Walks to Personalized PageRank

April 1, 2014
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From Random Walks to Personalized PageRank

In graph theory (and its applications) it is often required to model how information spreads within a given graph. This is interesting for many applications, such as attack prediction, sybil detection, and recommender systems - just to name a...

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Daylight Saving Effect on S&P500 and FTSE100

April 1, 2014
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Daylight Saving Effect on S&P500 and FTSE100

Does the transition to and from Daylight Saving Time (DST) have a (significant) effect on the stock market? In a recent blog post on The UK Stock Market Almanac, the author found that the average return of the FTSE100 index for the days following the start of British Summer Time (BST) was -0.07% during the

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Include uncertainty in a financial model

April 1, 2014
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Include uncertainty in a financial model

Here’s a post that appears on my new website, ragscripts.com. On-line resources for analysts are often either too general to be of practical use or too specialised to be accessible. The aim of ragscripts.com is to remedy this by providing start to finish directions for complex analytical tasks. The site is under construction at the … Continue reading...

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Calendar charts with googleVis

April 1, 2014
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Calendar charts with googleVis

My little series of posts about the new googleVis charts continues with calendar charts. Google's calendar charts are still in beta, but they provide already a nice heat map visualisation of calendar year data. The current development version of google...

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